Results 11 to 20 of about 867 (40)
Exact and Fast Numerical Algorithms for the Stochastic Wave Equation [PDF]
, 2003 On the basis of integral representations we propose fast numerical methods to solve the Cauchy problem for the stochastic wave equation without boundaries and with the Dirichlet boundary conditions.
Andreas Martin +6 more
core +3 more sources
An Asymptotic Comparison of Two Time-homogeneous PAM Models [PDF]
, 2018 Both Wick-Ito-Skorokhod and Stratonovich interpretations of the parabolic Anderson model (PAM) lead to solutions that are real analytic as functions of the noise intensity e, and, in the limit e->0, the difference between the two solutions is of order e ...
Kim, Hyun-Jung, Lototsky, Sergey V.
core +3 more sources
Large Deviations for a Class of Semilinear Stochastic Partial Differential Equations [PDF]
, 2016 We prove the large deviations principle (LDP) for the law of the solutions to a class of semilinear stochastic partial differential equations driven by multiplicative noise.
Foondun, Mohammud, Setayeshgar, Leila
core +2 more sources
Stochastic 2-D Navier-Stokes Equation with Artificial Compressibility [PDF]
, 2007 In this paper we study the stochastic Navier-Stokes equation with artificial compressibility. The main results of this work are the existence and uniqueness theorem for strong solutions and the limit to incompressible flow.
Manna, Utpal +2 more
core +3 more sources
A dynamical approximation for stochastic partial differential equations [PDF]
, 2007 Random invariant manifolds often provide geometric structures for understanding stochastic dynamics. In this paper, a dynamical approximation estimate is derived for a class of stochastic partial differential equations, by showing that the random ...
Blömker D. +5 more
core +2 more sources
A comparison theorem for backward SPDEs with jumps
, 2014 In this paper we obtain a comparison theorem for backward stochastic partial differential equation (SPDEs) with jumps. We apply it to introduce space-dependent convex risk measures as a model for risk in large systems of interacting ...
Sulem, Agnès +2 more
core +2 more sources
An almost sure energy inequality for Markov solutions to the 3D Navier-Stokes equations
, 2009 We prove existence of weak martingale solutions satisfying an almost sure version of the energy inequality and which constitute a (almost sure) Markov process.Comment: Submitted for the proceedings of the conference "Stochastic partial differential ...
Romito, Marco
core +1 more source
H\"older regularity of the densities for the Navier--Stokes equations with noise [PDF]
, 2015 We prove that the densities of the finite dimensional projections of weak solutions of the Navier-Stokes equations driven by Gaussian noise are bounded and H\"older continuous, thus improving the results of Debussche and Romito [DebRom2014].
Romito, Marco
core +2 more sources
Absolute continuity for SPDEs with irregular fundamental solution
, 2014 For the class of stochastic partial differential equations studied in [Conus-Dalang,2008], we prove the existence of density of the probability law of the solution at a given point $(t,x)$, and that the density belongs to some Besov space.
Sanz-Solé, Marta, Süß, André
core +1 more source
A note on intermittency for the fractional heat equation [PDF]
, 2013 The goal of the present note is to study intermittency properties for the solution to the fractional heat equation $$\frac{\partial u}{\partial t}(t,x) = -(-\Delta)^{\beta/2} u(t,x) + u(t,x)\dot{W}(t,x), \quad t>0,x \in \bR^d$$ with initial condition ...
Balan, Raluca, Conus, Daniel
core +1 more source